Grey double exponential smoothing model and its application on pig price forecasting in China

被引:73
|
作者
Wu, Lifeng [1 ,2 ]
Liu, Sifeng [2 ,3 ]
Yang, Yingjie [3 ]
机构
[1] Hebei Univ Engn, Sch Econ & Management, Handan 056038, Peoples R China
[2] Nanjing Univ Aeronaut & Astronaut, Coll Econ & Management, Nanjing 210016, Jiangsu, Peoples R China
[3] De Montfort Univ, Ctr Computat Intelligence, Leicester LE1 9BH, Leics, England
基金
中国国家自然科学基金;
关键词
Forecasting; Double exponential smoothing model; Accumulating generation operator; TIME-SERIES; PREDICTION; ALGORITHM;
D O I
10.1016/j.asoc.2015.09.054
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
To resolve the conflict between our desire for a good smoothing effect and desire to give additional weight to the recent change, a grey accumulating generation operator that can smooth the random interference of data is introduced into the double exponential smoothing method. The results of practical numerical examples have demonstrated that the proposed grey double exponential smoothing method outperforms the traditional double exponential smoothing method in forecasting problems. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:117 / 123
页数:7
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